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Integration 
Copyright © Cengage Learning. All rights reserved.
Numerical Integration 
Copyright © Cengage Learning. All rights reserved.
3 
Objectives 
 Approximate a definite integral using the Trapezoidal 
Rule. 
 Approximate a definite integral using Simpson’s Rule. 
 Analyze the approximate errors in the Trapezoidal Rule 
and Simpson’s Rule.
4 
The Trapezoidal Rule
5 
One way to approximate a definite integral is to use 
n trapezoids, as shown in Figure 4.42. 
In the development of this method, 
assume that f is continuous and 
positive on the interval [a, b]. 
So, the definite integral 
represents the area of the region 
bounded by the graph of f and the 
x-axis, from x = a to x = b. 
Figure 4.42 
The Trapezoidal Rule
6 
First, partition the interval [a, b] into n subintervals, each of 
width Δx = (b – a)/n, such that 
Then form a trapezoid for each 
subinterval (see Figure 4.43). 
Figure 4.43 
The Trapezoidal Rule
7 
The Trapezoidal Rule 
The area of the ith trapezoid is 
This implies that the sum of the areas of the n trapezoids
8 
The Trapezoidal Rule 
Letting you can take the limits as to 
obtain 
The result is summarized in the following theorem.
9 
The Trapezoidal Rule
10 
Example 1 – Approximation with the Trapezoidal Rule 
Use the Trapezoidal Rule to approximate 
Compare the results for n = 4 and n = 8, as shown in 
Figure 4.44. 
Figure 4.44
11 
Example 1 – Solution 
When n = 4, Δx = π/4, and you obtain
12 
Example 1 – Solution 
When and you obtain 
cont’d
13 
Simpson’s Rule
14 
Simpson’s Rule 
One way to view the trapezoidal approximation of a definite 
integral is to say that on each subinterval you approximate f 
by a first-degree polynomial. 
In Simpson’s Rule, named after the English mathematician 
Thomas Simpson (1710–1761), you take this procedure 
one step further and approximate f by second-degree 
polynomials. 
Before presenting Simpson’s Rule, we list a theorem for 
evaluating integrals of polynomials of degree 2 (or less).
15 
Simpson’s Rule
16 
Simpson’s Rule 
To develop Simpson’s Rule for approximating a definite 
integral, you again partition the interval [a, b] into 
n subintervals, each of width Δx = (b – a)/n. 
This time, however, n required to be even, and the 
subintervals are grouped in pairs such that 
On each (double) subinterval [xi – 2, xi ], you can 
approximate f by a polynomial p of degree less than or 
equal to 2.
17 
Simpson’s Rule 
For example, on the subinterval [x0, x2], choose the 
polynomial of least degree passing through the points 
(x0, y0), (x1, y1), and (x2, y2), as shown in Figure 4.45. 
Figure 4.45
18 
Simpson’s Rule 
Now, using p as an approximation of f on this subinterval, 
you have, by Theorem 4.18, 
Repeating this procedure on the entire interval [a, b] 
produces the following theorem.
19 
Simpson’s Rule
20 
Example 2 – Approximation with Simpson’s Rule 
Use Simpson’s Rule to approximate 
Compare the results for n = 4 and n = 8.
21 
Example 2 – Solution 
When n = 4, you have 
When n = 8, you have 
cont’d
22 
Error Analysis
23 
Error Analysis 
When you use an approximation technique, it is important 
to know how accurate you can expect the approximation to 
be. 
The following theorem gives the formulas for estimating the 
errors involved in the use of Simpson’s Rule and the 
Trapezoidal Rule. 
In general, when using an approximation, you can think of 
the error E as the difference between and the 
approximation.
24 
Error Analysis
25 
Example 3 – The Approximate Error in the Trapezoidal Rule 
Determine a value of n such that the Trapezoidal Rule will 
approximate the value of with an error that is 
less than or equal to 0.01. 
Solution: 
Begin by letting and finding the second 
derivative of f. 
The maximum value of |f''(x)| on the interval [0, 1] is 
|f''(0)| = 1.
cont’d 
26 
Example 3 – Solution 
So, by Theorem 4.20, you can write 
To obtain an error E that is less than 0.01, you must choose 
n such that 1/(12n2) ≤ 1/100.
27 
So, you can choose n = 3 (because n must be greater than 
or equal to 2.89) and apply the Trapezoidal Rule, as shown 
in Figure 4.46, to obtain 
Figure 4.46 
Example 3 – Solution 
cont’d
28 
Example 3 – Solution 
So, by adding and subtracting the error from this estimate, 
you know that 
cont’d

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Lar calc10 ch04_sec6

  • 1. Integration Copyright © Cengage Learning. All rights reserved.
  • 2. Numerical Integration Copyright © Cengage Learning. All rights reserved.
  • 3. 3 Objectives  Approximate a definite integral using the Trapezoidal Rule.  Approximate a definite integral using Simpson’s Rule.  Analyze the approximate errors in the Trapezoidal Rule and Simpson’s Rule.
  • 5. 5 One way to approximate a definite integral is to use n trapezoids, as shown in Figure 4.42. In the development of this method, assume that f is continuous and positive on the interval [a, b]. So, the definite integral represents the area of the region bounded by the graph of f and the x-axis, from x = a to x = b. Figure 4.42 The Trapezoidal Rule
  • 6. 6 First, partition the interval [a, b] into n subintervals, each of width Δx = (b – a)/n, such that Then form a trapezoid for each subinterval (see Figure 4.43). Figure 4.43 The Trapezoidal Rule
  • 7. 7 The Trapezoidal Rule The area of the ith trapezoid is This implies that the sum of the areas of the n trapezoids
  • 8. 8 The Trapezoidal Rule Letting you can take the limits as to obtain The result is summarized in the following theorem.
  • 10. 10 Example 1 – Approximation with the Trapezoidal Rule Use the Trapezoidal Rule to approximate Compare the results for n = 4 and n = 8, as shown in Figure 4.44. Figure 4.44
  • 11. 11 Example 1 – Solution When n = 4, Δx = π/4, and you obtain
  • 12. 12 Example 1 – Solution When and you obtain cont’d
  • 14. 14 Simpson’s Rule One way to view the trapezoidal approximation of a definite integral is to say that on each subinterval you approximate f by a first-degree polynomial. In Simpson’s Rule, named after the English mathematician Thomas Simpson (1710–1761), you take this procedure one step further and approximate f by second-degree polynomials. Before presenting Simpson’s Rule, we list a theorem for evaluating integrals of polynomials of degree 2 (or less).
  • 16. 16 Simpson’s Rule To develop Simpson’s Rule for approximating a definite integral, you again partition the interval [a, b] into n subintervals, each of width Δx = (b – a)/n. This time, however, n required to be even, and the subintervals are grouped in pairs such that On each (double) subinterval [xi – 2, xi ], you can approximate f by a polynomial p of degree less than or equal to 2.
  • 17. 17 Simpson’s Rule For example, on the subinterval [x0, x2], choose the polynomial of least degree passing through the points (x0, y0), (x1, y1), and (x2, y2), as shown in Figure 4.45. Figure 4.45
  • 18. 18 Simpson’s Rule Now, using p as an approximation of f on this subinterval, you have, by Theorem 4.18, Repeating this procedure on the entire interval [a, b] produces the following theorem.
  • 20. 20 Example 2 – Approximation with Simpson’s Rule Use Simpson’s Rule to approximate Compare the results for n = 4 and n = 8.
  • 21. 21 Example 2 – Solution When n = 4, you have When n = 8, you have cont’d
  • 23. 23 Error Analysis When you use an approximation technique, it is important to know how accurate you can expect the approximation to be. The following theorem gives the formulas for estimating the errors involved in the use of Simpson’s Rule and the Trapezoidal Rule. In general, when using an approximation, you can think of the error E as the difference between and the approximation.
  • 25. 25 Example 3 – The Approximate Error in the Trapezoidal Rule Determine a value of n such that the Trapezoidal Rule will approximate the value of with an error that is less than or equal to 0.01. Solution: Begin by letting and finding the second derivative of f. The maximum value of |f''(x)| on the interval [0, 1] is |f''(0)| = 1.
  • 26. cont’d 26 Example 3 – Solution So, by Theorem 4.20, you can write To obtain an error E that is less than 0.01, you must choose n such that 1/(12n2) ≤ 1/100.
  • 27. 27 So, you can choose n = 3 (because n must be greater than or equal to 2.89) and apply the Trapezoidal Rule, as shown in Figure 4.46, to obtain Figure 4.46 Example 3 – Solution cont’d
  • 28. 28 Example 3 – Solution So, by adding and subtracting the error from this estimate, you know that cont’d